predict.GNARfit function

Prediction of a GNARfit object

Predicts future observations from a GNARfit object, based on the fitted GNAR model.

## S3 method for class 'GNARfit'
predict(object, n.ahead=1, ...)

Arguments

• object: the output of a GNARfit call
• n.ahead: the time length of the predictions
• ...: further arguments passed to the simulate.GNARfit function, such as seed

Details

S3 method for class "GNARfit". This function calls simulate.GNARfit .

Returns

A multivariate time series of dimension n.ahead x nnodes.

Examples

#simulate 5 future observations from fiveVTS
predict(GNARfit(), n.ahead=5)